+52.0%
KR vs UMC
+143.5%
-91.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.4% | +2.8% |
| 7D | -0.2% | +9.0% | -9.2% | +0.3% |
| 30D | +5.1% | +17.2% | -12.2% | +5.9% |
| 3M | -8.2% | +11.4% | -19.6% | -7.5% |
| 6M | -18.0% | +137.5% | -155.5% | -16.5% |
| YTD | -4.8% | +193.1% | -197.9% | -3.1% |
| 1Y | -11.0% | +240.3% | -251.3% | -9.6% |
| 3Y | +37.7% | +262.2% | -224.5% | +38.6% |
| All | +52.0% | +143.5% | -91.5% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling